+2,498.9%
MAR vs SM
+378.2%
+2,120.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.5% |
| 7D | -4.2% | +0.1% | -4.2% | -4.2% |
| 30D | -6.7% | +26.3% | -33.0% | -10.2% |
| 3M | -12.5% | +8.7% | -21.2% | -14.4% |
| 6M | +0.6% | +51.7% | -51.1% | -7.6% |
| YTD | +9.1% | +99.0% | -89.9% | -4.5% |
| 1Y | +26.2% | +34.6% | -8.4% | +16.9% |
| 3Y | +68.2% | -7.8% | +75.9% | +61.0% |
| 5Y | +163.9% | +104.8% | +59.1% | +113.4% |
| 10Y | +420.6% | +7.2% | +413.3% | +231.2% |
| All | +2,498.9% | +378.2% | +2,120.7% | +1,051.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling